Day Change Summary |
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Previous |
Current |
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05-Jul-2006 |
06-Jul-2006 |
Change |
Change % |
Previous Week |
Open |
1,573.35 |
1,556.24 |
-17.11 |
-1.1% |
1,553.48 |
High |
1,586.25 |
1,564.96 |
-21.29 |
-1.3% |
1,590.83 |
Low |
1,550.58 |
1,547.28 |
-3.30 |
-0.2% |
1,520.93 |
Close |
1,553.95 |
1,551.55 |
-2.40 |
-0.2% |
1,575.23 |
Range |
35.67 |
17.68 |
-17.99 |
-50.4% |
69.90 |
ATR |
26.21 |
25.60 |
-0.61 |
-2.3% |
0.00 |
Volume |
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Daily Pivots for day following 06-Jul-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.64 |
1,597.27 |
1,561.27 |
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R3 |
1,589.96 |
1,579.59 |
1,556.41 |
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R2 |
1,572.28 |
1,572.28 |
1,554.79 |
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R1 |
1,561.91 |
1,561.91 |
1,553.17 |
1,558.26 |
PP |
1,554.60 |
1,554.60 |
1,554.60 |
1,552.77 |
S1 |
1,544.23 |
1,544.23 |
1,549.93 |
1,540.58 |
S2 |
1,536.92 |
1,536.92 |
1,548.31 |
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S3 |
1,519.24 |
1,526.55 |
1,546.69 |
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S4 |
1,501.56 |
1,508.87 |
1,541.83 |
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Weekly Pivots for week ending 30-Jun-2006 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.03 |
1,743.53 |
1,613.68 |
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R3 |
1,702.13 |
1,673.63 |
1,594.45 |
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R2 |
1,632.23 |
1,632.23 |
1,588.05 |
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R1 |
1,603.73 |
1,603.73 |
1,581.64 |
1,617.98 |
PP |
1,562.33 |
1,562.33 |
1,562.33 |
1,569.46 |
S1 |
1,533.83 |
1,533.83 |
1,568.82 |
1,548.08 |
S2 |
1,492.43 |
1,492.43 |
1,562.42 |
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S3 |
1,422.53 |
1,463.93 |
1,556.01 |
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S4 |
1,352.63 |
1,394.03 |
1,536.79 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,590.83 |
1,538.25 |
52.58 |
3.4% |
25.66 |
1.7% |
25% |
False |
False |
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10 |
1,590.83 |
1,520.93 |
69.90 |
4.5% |
24.20 |
1.6% |
44% |
False |
False |
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20 |
1,590.83 |
1,511.53 |
79.30 |
5.1% |
26.33 |
1.7% |
50% |
False |
False |
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40 |
1,707.38 |
1,511.53 |
195.85 |
12.6% |
25.86 |
1.7% |
20% |
False |
False |
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60 |
1,741.35 |
1,511.53 |
229.82 |
14.8% |
23.74 |
1.5% |
17% |
False |
False |
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80 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.85 |
1.5% |
17% |
False |
False |
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100 |
1,750.23 |
1,511.53 |
238.70 |
15.4% |
22.42 |
1.4% |
17% |
False |
False |
|
120 |
1,750.27 |
1,511.53 |
238.74 |
15.4% |
22.15 |
1.4% |
17% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,640.10 |
2.618 |
1,611.25 |
1.618 |
1,593.57 |
1.000 |
1,582.64 |
0.618 |
1,575.89 |
HIGH |
1,564.96 |
0.618 |
1,558.21 |
0.500 |
1,556.12 |
0.382 |
1,554.03 |
LOW |
1,547.28 |
0.618 |
1,536.35 |
1.000 |
1,529.60 |
1.618 |
1,518.67 |
2.618 |
1,500.99 |
4.250 |
1,472.14 |
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